-23.3%
ONON vs SGI
+47.3%
-70.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.9% |
| 7D | -5.3% | -4.9% | -0.4% | -2.4% |
| 30D | -13.1% | +1.6% | -14.7% | -14.3% |
| 3M | -29.3% | -3.2% | -26.2% | -28.8% |
| 6M | -34.5% | -16.0% | -18.5% | -28.5% |
| YTD | -42.2% | -25.4% | -16.8% | -32.7% |
| 1Y | -37.3% | -21.6% | -15.8% | -30.3% |
| 3Y | -9.3% | +52.9% | -62.1% | -38.1% |
| All | -23.3% | +47.3% | -70.6% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling